TLoU is a bloody game series, with far from everyone making it out of the story alive. It's safe to assume that some people are going to die in TLoU2. Here are my thoughts on each of the characters introduced so far.
1. Ellie (Almost certainly survive): Being the protagonist, Ellie's got a high chance of sticking it out. ND probably knows the political risks it would have of killing one of gaming's only lesbian characters, and so might feel reticent to kill off one of their most beloved characters. They could still throw curveballs, however, and surprise us.
2. Joel (50/50): Fans have long speculated that Joel might have been dead the whole time with the teaser, but the recent trailer confirmed that he is still alive. But will he make it all the way through? He's old and he had his arc in TLoU1, both of which are strongly against his chances or survival in the sequel. However, Druckmann has stated that he only wanted to make a TLoU2 if he had a good story idea in mind, and in my mind killing off Joel would be the predictable choice.
3. Yara/Lev (Likely survive): Yara and Lev are young and intriguing new characters. They'll either live through a majority of the story and die in the third act, or survive throughout. TLoU1 killed every minority that showed up in the game, but I don't think ND would do that again.
4. Unknown, super buff woman Yara/Lev rescue (Likely survive): She seems to be part of the cult that was trying to kill her. Her intriguing physique and probably integral backstory should mean that she'll survive most of the story, and possibly the entirety of it or be killed near the end.
5. Dina (Likely survive): Dina is, like Ellie, LGBTQ. Given that Riley already bit the dust as Ellie's love interest, I think it's highly unlikely that Dina will die. Given that the teaser had an extremely angry Ellie, though, Dina's demise could have been her driving factor for revenge.
6. Jesse (50/50): Whaaat? THREE Asians in a game? Color me delighted! Jesse seems to be cordial with Ellie but has some sort of unpleasant tension with Dina. He has some sort of relationship with Joel. Killing off Jesse would be an easy way for ND to mount the drama since he seems to be a clear embodiment of Tommy's settlement, which I'm guessing won't survive. At the same time, having two people of similar ages and different genders NOT have a romantic relationship is something of a novelty in gaming and it'd be cool for ND to explore this further.